《电子商务》7自然资源的有效和最优利用.ppt

附: 动态最优化 附: 动态最优化 例： 生产函数：Q(K, L) 生产出的产出用来消费C或投资I（即资本的变动K’） 效用函数U(C)=U[Q(K,L)-K’] [0，T]社会目标 K和L为两个状态变量 F仅包含三个自变量F[K,K’,L], t和L’为出现在函数F中 附: 动态最优化 其他目标函数形式： 标准问题：G为终结点准则，如设备的报废价值。 迈耶问题：仅仅依赖于所达到的终结点位置。 附: 动态最优化 动态最优化方法在上面的表达中引用了控制变量u(t) ，通过控制路径u(t)的决策，来决定状态变量的路径： 最优控制问题描述如下 运动方程或状态方程 附: 动态最优化 Objective function :系统的优化目标 the objective function, denoted J(u). an integral over a time period from an initial time t0 to the terminal time tT The objective function will contain three types of variable: x(t), a vector of n state variables at time t; u(t), a vector of m control variables at time t; control variables: are variables whose value can be chosen by the decision maker in order to steer the evolution of the state variables over time in a desired manner. t, time itself. It is not necessary that all be present in the objective function. The objective function may also include a ‘final function’, denoted by the function F(·) . 附: 动态最优化 State equations：第一个要素 The evolution of the state variables over time will, in general, be described by a set of differential equations (state equations) : 约束条件，具有经济、地质、生物等意义。 where is the time derivative of x (the rate of change of x with respect to time). Note that as x is a vector of n state variables, there will in general be n state equations. 附: 动态最优化 Initial and Terminal constraints: 第二个要素 Initial condition: x(t0)=x0, 生物或经济意义界定 Terminal condition：约束条件 包含两个方面： one concerns the value of the state variables at the terminal point in time, X(tT) fixed or free the other concerns the terminal point in time itself , tT :time are fixed; or free 形成四种组合： 附: 动态最优化 Control Variables: 第三个要素 u 决策者可以调控的变量，从而影响状态变量，是状态变量向合宜水平演进。 Build the Hamiltonian function: H=H(x,u,t, ?)=L(x,u,t)+ ?f(x,u,t) 类似于静态的拉格朗日方程。 第四个变量：co-state variables ? or ? in the case where the objective function contains a discount factor. 影子价格。 which denote the decision maker’s marginal valuation of the state variable at e